Yes, we include every listed options contract across all of the venues that we cover.

Yes, we include all multi-legged instruments, including calendar spreads.

CME Globex is the electronic trading platform for all of CME Group's futures markets. The CME Globex MDP 3.0 feed includes data for all of CME, CBOT, NYMEX, and COMEX products.

Yes, we provide an exchange-wide feed, meaning all listed expirations–front-month and far-month contracts—are included. We'll provide reference data and the order book even for very illiquid instruments that have zero volume.

You're likely seeing these jumps because you downloaded a file with multiple instruments in it. You can confirm if this is the case by checking the symbol or instrument_id field to see if there are multiple instruments in your data.

Our website lists futures and options products as a group, so for example if you set up a batch download for ES futures, you'll get all instruments associated with ES such as ESH5, ESM5, ESH5-ESM5, etc. This is equivalent to the ES.FUT parent instrument based on our parent symbology. Spread prices represent the basis and are often much closer to zero than the price of the outright, and it's quite common for spread prices to be negative.

If you only want to a single instrument like the front month contract, you have to use our API or filter out the unwanted symbols from any files that you download from our web portal.

You can find API rate limits in our documentation.

Keep in mind that Databento's API limits are likely different from those you are used to from other vendors. Most other vendors only allow you to request data for 1 symbol at a time and paginate their API responses, often forcing you to make hundreds of API calls to fetch a million rows of data.

Our API allows you to fetch arbitrary combination of symbols or every symbol across an exchange, and does not paginate results. You can fetch billions of rows of data with a single API call. As a result, our API limits are practically unlimited—you should never hit those limits if your application is behaving correctly.

Our futures data is agnostic to asset class. We include all of them so long as they're listed on the exchange: futures on equity indices, interest rates, energies, agriculture, precious metals, FX, power, emissions, cryptocurrencies, and more.

Yes, our historical data includes intraday-level granularity such as tick data (trades), top of book updates (MBP-1), market depth (MBP-10), and full order book (MBO). If you prefer aggregates, we provide top of book snapshots and OHLCV aggregates at the second and minute intervals.

We also let you fetch historical data intraday and access data from the current trading session. This can be done either through the historical API, if you've activated the appropriate license, or through the real-time API using intraday replay.

Our real-time data is provided over a simple TCP socket-based API, which we call our Raw API.

You'll find that our API is more lightweight and achieves lower latency compared to APIs using common application layer protocols like WebSocket or SSE; TCP is the same transport layer protocol used beneath WebSocket.

You can integrate our API in any programming language, as all it requires is that you can open a TCP socket. Our Python, C++, and Rust client libraries wrap our Raw API and make it easier for you to authenticate and subscribe to real-time data.